When I connect the computer (Windows) and this unit by USB cable, launch Serato DJ then turn on this unit’s power, this unit is recognized for a second but the connection drops immediately.

You must install the driver software to use the computer (Windows).

Check that the following software is installed on your computer.
When using Windows 7
Start Menu
－All Programs
　－Pioneer
　　－DJM_S9
　　　　－DJM_S9 Setting Utility

When using Windows 8.1/8
App View
-Pioneer
　-DJM_S9 Setting Utility

You can download the driver software from the following Pioneer DJ page.
(ASIO Settings Utility is installed when you install the driver software)
DJM-S9　Driver Software